+250.0%
SWKS vs PSX
+1,139.4%
-889.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +12.5% | +4.5% | +8.0% | +10.6% |
| 30D | +10.5% | +26.6% | -16.1% | +0.5% |
| 3M | -7.4% | +39.3% | -46.7% | -19.3% |
| 6M | +32.7% | +56.8% | -24.2% | +10.2% |
| YTD | +19.2% | +101.8% | -82.7% | -10.7% |
| 1Y | +2.4% | +99.6% | -97.2% | -23.3% |
| 3Y | -25.6% | +140.3% | -166.0% | -48.8% |
| 5Y | -53.4% | +339.3% | -392.8% | -75.5% |
| 10Y | +23.2% | +369.9% | -346.7% | -42.9% |
| All | +250.0% | +1,139.4% | -889.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling